-100.0%
UPC vs SPY
+82.0%
-182.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | -17.8% | +0.1% | -17.9% | -17.8% |
| 30D | -34.6% | +0.1% | -34.6% | -34.6% |
| 3M | +21.2% | +2.0% | +19.2% | +19.4% |
| 6M | +52.7% | +13.0% | +39.6% | +48.9% |
| YTD | +5.8% | +13.5% | -7.8% | +3.2% |
| 1Y | +8.0% | +20.0% | -11.9% | +5.5% |
| 3Y | -99.5% | +77.2% | -176.7% | -99.6% |
| All | -100.0% | +82.0% | -182.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling